Quarterly report pursuant to Section 13 or 15(d)

Derivatives - Credit Derivatives (Details)

v2.4.0.6
Derivatives - Credit Derivatives (Details) (USD $)
Jun. 30, 2012
Dec. 31, 2011
Carrying Value [Abstract]    
Derivative Liability, Fair Value, Gross Liability $ 1,560,200,000,000 $ 1,861,300,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 387,434,000,000 316,066,000,000
One to Three Years 513,357,000,000 632,264,000,000
Three to Five Years 565,493,000,000 678,480,000,000
Over Five Years 180,150,000,000 276,972,000,000
Notional Amount of Derivatives 1,646,434,000,000 1,903,782,000,000
In Text Details [Abstract]    
Carrying value of written credit derivatives 37,900,000,000 48,000,000,000
Notional Amount of Written Credit Derivatives With Identical Referenced Underlying Held by Entity 1,100,000,000,000 1,000,000,000,000
Credit Derivative [Member]
   
Carrying Value [Abstract]    
Less than One Year 2,484,000,000 5,553,000,000
One to Three Years 10,202,000,000 16,451,000,000
Three to Five Years 24,126,000,000 35,406,000,000
Over Five Years 21,941,000,000 33,793,000,000
Derivative Liability, Fair Value, Gross Liability 58,753,000,000 91,203,000,000
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
   
Carrying Value [Abstract]    
Less than One Year 2,310,000,000 5,031,000,000
One to Three Years 10,080,000,000 16,449,000,000
Three to Five Years 23,945,000,000 35,343,000,000
Over Five Years 21,859,000,000 33,664,000,000
Derivative Liability, Fair Value, Gross Liability 58,194,000,000 90,487,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 341,524,000,000 315,761,000,000
One to Three Years 509,103,000,000 630,241,000,000
Three to Five Years 561,405,000,000 664,446,000,000
Over Five Years 179,194,000,000 275,496,000,000
Notional Amount of Derivatives 1,591,226,000,000 [1] 1,885,944,000,000 [1]
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 310,000,000 795,000,000
One to Three Years 3,388,000,000 5,011,000,000
Three to Five Years 12,990,000,000 17,271,000,000
Over Five Years 5,547,000,000 7,325,000,000
Derivative Liability, Fair Value, Gross Liability 22,235,000,000 30,402,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 246,780,000,000 182,137,000,000
One to Three Years 391,375,000,000 401,914,000,000
Three to Five Years 443,829,000,000 477,924,000,000
Over Five Years 120,099,000,000 127,570,000,000
Notional Amount of Derivatives 1,202,083,000,000 1,189,545,000,000
Credit Default Swap [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 2,000,000,000 4,236,000,000
One to Three Years 6,692,000,000 11,438,000,000
Three to Five Years 10,955,000,000 18,072,000,000
Over Five Years 16,312,000,000 26,339,000,000
Derivative Liability, Fair Value, Gross Liability 35,959,000,000 60,085,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 94,744,000,000 133,624,000,000
One to Three Years 117,728,000,000 228,327,000,000
Three to Five Years 117,576,000,000 186,522,000,000
Over Five Years 59,095,000,000 147,926,000,000
Notional Amount of Derivatives 389,143,000,000 696,399,000,000
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member]
   
Carrying Value [Abstract]    
Less than One Year 174,000,000 522,000,000
One to Three Years 122,000,000 2,000,000
Three to Five Years 181,000,000 63,000,000
Over Five Years 82,000,000 129,000,000
Derivative Liability, Fair Value, Gross Liability 559,000,000 716,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 45,910,000,000 305,000,000
One to Three Years 4,254,000,000 2,023,000,000
Three to Five Years 4,088,000,000 14,034,000,000
Over Five Years 956,000,000 1,476,000,000
Notional Amount of Derivatives 55,208,000,000 [1] 17,838,000,000 [1]
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 86,000,000  
Three to Five Years    30,000,000
Over Five Years    1,000,000
Derivative Liability, Fair Value, Gross Liability 86,000,000 31,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 21,358,000,000  
One to Three Years 60,000,000  
Three to Five Years    9,116,000,000
Notional Amount of Derivatives 21,418,000,000 9,116,000,000
Return Swaps Other [Member] | Credit Risk Contract [Member] | Credit Default Swap, Selling Protection [Member] | External Credit Rating, Non Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 88,000,000 522,000,000
One to Three Years 122,000,000 2,000,000
Three to Five Years 181,000,000 33,000,000
Over Five Years 82,000,000 128,000,000
Derivative Liability, Fair Value, Gross Liability 473,000,000 685,000,000
Notional Amount of Derivatives, [Abstract]    
Less than One Year 24,552,000,000 305,000,000
One to Three Years 4,194,000,000 2,023,000,000
Three to Five Years 4,088,000,000 4,918,000,000
Over Five Years 956,000,000 1,476,000,000
Notional Amount of Derivatives 33,790,000,000 8,722,000,000
Credit-related notes [Member]
   
Carrying Value [Abstract]    
Less than One Year 230,000,000 127,000,000
One to Three Years 275,000,000 92,000,000
Three to Five Years 990,000,000 340,000,000
Over Five Years 4,117,000,000 4,679,000,000
Derivative Liability, Fair Value, Gross Liability 5,612,000,000 5,238,000,000
Credit-related notes [Member] | External Credit Rating, Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 3,000,000  
One to Three Years 174,000,000 7,000,000
Three to Five Years 831,000,000 208,000,000
Over Five Years 2,580,000,000 2,947,000,000
Derivative Liability, Fair Value, Gross Liability 3,588,000,000 3,162,000,000
Credit-related notes [Member] | External Credit Rating, Non Investment Grade [Member]
   
Carrying Value [Abstract]    
Less than One Year 227,000,000 127,000,000
One to Three Years 101,000,000 85,000,000
Three to Five Years 159,000,000 132,000,000
Over Five Years 1,537,000,000 1,732,000,000
Derivative Liability, Fair Value, Gross Liability $ 2,024,000,000 $ 2,076,000,000
[1] For credit-related notes, maximum payout/notional is the same as carrying value.